Chapter 2

Limits, Continuity and Dierentiability

2.1 Subsets of the complex plane

In all that follows the points of the complex plane will be denoted by C. Denition 2.1 a) Given any z0 C and > 0, an -neighbourhood of (or about) z0 is dened to be the set (or disk) N (z0 ) = {z C : |z z0 | < }. A subset of C is said to be a neighbourhood of z if it contains an -neighbourhood of z for some > 0. b) A subset S C is said to be open if every z0 S has a corresponding real number > 0 such that N (z0 ) S , that is every point of S can be surrounded by a disk centred on that point, all points of the disk lying in S . A consequence of this denition is that any -neighbourhood is open.

Open

Closed (includes boundaries)

Figure 2.1: An open and a closed set

16

Denition 2.2 Suppose that S is a subset of C. The complement of S is S c , where S c = C\S = {z C : z S }. A subset S is said to be closed if S c is open. It follows from Denition 2.1 that C is open. However, it is conventional to say that the empty set is open. Thus its complement, namely C, is closed by Denition 2.2, that is we can have sets which are both open and closed. We can also have sets which are neither open nor closed. Example Sketch the following sets and say whether they are open, closed, both, or neither: (a) {z : |z 1| < 1}, (b) {z : |z 1| 2}, (c) {z : |z 1| < 1}, (d) {z : |z 1| < 1 or |z | = 5}. Denition 2.3 A connected set is a set with the property that any two of its points can be connected by a polygonal curve which lies entirely in the set. These denitions come together in the important idea of a domain. Denition 2.4 A domain in the complex plane is a non-empty open connected set. Example Which of the sets in the previous exercise are also (a) connected, (b) domains?

2.2

Limits of complex sequences and functions

A sequence is a countable set of complex numbers z1 , z2 , . . ., indexed by an integer n; we denote the sequence by {zn } n=1 . Denition 2.5 A sequence of complex numbers {zn } n=1 converges or tends to a complex number z0 if every neighbourhood of z0 contains all but a nite number of the zn ; z0 is called the limit as n of the sequence {zn }. We write
n

lim zn = z0 .

An equivalent denition (of the type familiar from real analysis) is that limn zn = z0 if, given any > 0, there is an N (depending on ) such that |zn z0 | < for all n > N . A sequence which is not convergent is said to be divergent. Example eint Evaluate limn , where t is real. What happens if t is complex with non-zero imaginary n part? All the main results about limits of real sequences carry over to complex sequences. Thus, if limn zn = z0 and limn wn = w0 , then 17

1. limn (zn wn ) = limn zn limn wn = z0 w0 . 2. limn (zn wn ) = limn zn limn wn = z0 w0 . 3. limn zn limn zn z0 = = , provided w0 = 0. wn limn wn w0

4. limn Re zn = Re z0 and limn Im zn = Im z0 . We now turn to complex functions: Denition 2.6 A complex function f on a set S C is a rule that assigns to each complex number z in S a unique complex number w. We write w = f (z ). With z = x + iy , the real and imaginary parts of f (z ) are denoted by u(x, y ) and v (x, y ), that is f (x + iy ) = u(x, y ) + iv (x, y ). Thus, if f (z ) = 1 + 2z + 3z 2 , then u(x, y ) = 1 + 2x + 3(x2 y 2 ), v (x, y ) = 2y (1 + 3x).

To extend the idea of limit to complex functions we have Denition 2.7 Suppose that f (z ) is dened in some deleted neighbourhood of z0 . Then
z z0

lim f (z ) = w0

if, given any neighbourhood Dw0 of w0 , there is a neighbourhood Dz0 of z0 such that z Dz0 implies that f (z ) Dw0 . Intuitively this means that if z is close to z0 then f (z ) is close to w0 (note that the function f need not be dened at z0 ). In more traditional language Denition 7 can be restated as limz z0 f (z ) = w0 if, given any > 0 there is a , depending on , such that |f (z ) w0 | < whenever 0 < |z z0 | < . We can conceive of z approaching z0 along a variety of paths in the complex plane; the essential feature of the denition is that the value of limz z0 f (z ) is independent of the path traversed (we make the concept of a path more precise in section 2.3 of this chapter). The main results about limits for functions take the same form as those for sequences. Thus, if f (z ) l and g(z ) m as z z0 , then in this limit f (z ) g(z ) l m, f (z )g(z ) lm and f (z )/g(z ) l/m, provided that m = 0. The proofs of these results are similar to those of the corresponding results in real variable analysis; for details see Stewart and Tall, pp 26-27. Examples 1. Let f (z ) =

z2, z = i 0, z = i. 18

Find the value of limz i f (z ). Note that the limit is not equal to f (i). 2. Evaluate the limit (2z 3)(4z + i) (a) lim . (iz 1)2 z i/2 3. Show that limz 0 (z/z ) does not exist.

Denition 2.8 A function f (z ) of the complex plane to itself is continuous at z = a if f is dened in a neighbourhood of a and
z a

lim f (z ) = f (a).

Note that Denition 8 implies that three conditions must be met in order that f (z ) be continuous at z = a: (i) limz a f (z ) = l, say, must exist, (ii) f (a) must exist, i.e. f (z ) must be dened at z = a and (iii) l = f (a). Writing the complex function as f (x + iy ) = u(x, y ) + iv (x, y ) with u and v real, we have Proposition 2.9 A complex function f is continuous at z0 = x0 + iy0 if and only if u(x, y ) and v (x, y ) are continuous at (x0 , y0 ). We say that a function f is continuous on a subset S C if it is continuous at all points z S. Denition 2.10 f is said to be bounded on S if there is a real M such that |f (z )| M for all z S . Examples 1. f (z ) = 1/z 2 is bounded on S = {z : |z | > 2} since |f (z )| 1/4 for all z S . 2. Prove that f (z ) = z 2 , z C, is continuous at z = z0 for any z0 . 3. Suppose that z2, Re (z ) > 0, g(z ) = 0, Re (z ) 0. Find the set of points in the z -plane where g is continuous. 3. Show that the function z3 1 f (z ) = , z = 1, z1

is not continuous at z = 1. What value must be assigned to f (1) in order that f becomes continuous at z = 1? (In such a case we call z = 1 a removable discontinuity.)

Continuous functions of a complex variable have properties analogous to those in real variable theory. Thus, if f (z ) and g(z ) are both continuous at z = z0 , then so are f (z )+ g(z ), f (z )g(z ) and f (z )/g(z ), the last only if g(z0 ) = 0. Further, if f (w) is continuous at w = w0 , w = g(z ) is continuous at z = z0 and w0 = g(z0 ), then the composite function f (g(z )) is continuous at z = z0 . 19

2.3

Paths in the complex plane

Let R denote the set of real numbers; we say that a function : R C is continuous if its real and imaginary parts are continuous.

Denition 2.11 a) A path is dened to be a continuous function (t) from a real interval [a, b] (a < b) to the complex plane. Its initial point is z1 = (a) and nal point is z2 = (b). If the initial and nal points of the path coincide it is called a loop or a closed path. According to this denition the path is the function ; however, it is useful (although imprecise since there are many paths, i.e. dierent functions , which lead to the same image set of points) to refer also to the set of points {z : z = (t), a t b} as the path. Note that a sense of description, namely that of increasing t, is assigned to the path .
Im (b )

( a )

Re

Figure 2.2: A path in the complex plane Let (t) = p(t) + iq (t), where p and q are real functions of t. Then, assuming that the real derivatives exist, we dene d dp dq (t) = = +i . dt dt dt Denition 2.11 b) If : [a, b] C is such that (t) exists and is continous for all t (a, b), the path is said to be smooth. Denition 2.11 c) If the path is not smooth but there is a sequence of points a = 0 < 1 < 2 < < k1 < k = b such that the real and imaginary parts of have continuous derivatives with respect to t for every t (j , j +1 ), j = 0, . . . , k 1, the path is said to be piecewise smooth, that is the path in the z -plane is a union of smooth paths. Examples 1. Sketch the following paths: (i) ( ) = cos + i sin , 0 2 , 20

(ii) z (t) = (1 t) + 2it, 0 t 1, (iii) (t) = t, cos(t 1) + i sin(t 1), 0 t 1, 1 t 1 + .

2. For (ii) nd the image of z under the function f (z ) = exp z . In terms of our concept of a path we can now rene Denition 3 of a connected set as follows: a set S C is connected if, given any z0 , z1 S , there is a path : [0, 1] S with initial point z0 and nal point z1 . Intuitively, a set is connected if it cannot be split up into a disjoint union of open sets. For example, {z : |z | < 2} is connected, whereas {z : |Re z | > 2} is not connected. Denition 2.12 A simply connected set is a connected set in which any path joining two given points of the set can be deformed continuously into any other joining the same two points. Thus the set {z : |z | < 2} is simply connected, whereas the set {z : 1 < |z | < 2} is connected, but not simply connected.

Simply connected

Multiply connected

Figure 2.3: Simply and multiply connected regions

2.4

Dierentiability and analyticity.

In this section we introduce the idea of the dierentiation of a function f of the complex variable z , dened on an open set S . Denition 2.13 a) The function f : S C, with S C open, is said to be dierentiable at a point z0 S if and only if the limit
z z0

lim

f (z ) f (z0 ) z z0 df (z0 ) . dz

exists. This limit is called the derivative of f at z0 and is denoted by f (z0 ) or 21

b) If f exists at all z S , then f is said to be dierentiable, analytic, regular or holomorphic in S . c) f : S C is analytic at a point z0 if it is analytic in some neighbourhood of z0 . d) Isolated points at which f fails to be analytic are termed singularities of f . Example Show from the denition that f (z ) = z n , n a positive integer, has derivative nan1 at z = a. From the denition of the derivative it follows that a dierentiable function must be continuous. Thus we have Proposition 2.14 If f (z0 ) exists, then f is continuous at z0 . The usual rules of calculus -the sum, product, quotient rule and chain rule can be used when dierentiating analytic functions: Proposition 2.15 Suppose that f and g are analytic in S , where S C is an open set. Then (i) af + bg is analytic in S and (af (z ) + bg(z )) = af (z ) + bg (z ) for any complex numbers a and b. (ii) f (z )g(z ) is analytic in S and (f (z )g(z )) = f (z )g (z ) + f (z )g(z ). (iii) f (z )/g(z ) is analytic at all points of S where g(z ) = 0 and f (z ) g(z ) Proof. As for real-valued functions. Proposition 2.16 (chain rule) Let f : S C and g : T C be analytic (S , T are open sets) and let f (S ) T . Then h : S C, dened by h(z ) = g(f (z )) is analytic and h (z ) = g (f (z )) f (z ). Proof. As for real-valued functions. Example At what points of the z -plane is the function f (z ) = (z 2 + 1)/(z 3 + 1) analytic? Calculate its derivative. Recall from the denition of limit that z can approach z0 in Denition 10 along any path in the complex plane lying in S . This leads to a pair of partial dierential equations, relating the real and imaginary parts of a complex function f , which are satised when f is dierentiable, the Cauchy-Riemann equations. Thus, writing f (z ) = u(x, y ) + iv (x, y ), we have

g(z )f (z ) f (z )g (z ) . g(z )2

22

Theorem 2.17 Suppose that f is dierentiable at z0 = x0 + iy0 S ; then the partial derivatives u/x, u/y , v/x and v/y all exist at (x0 , y0 ) and the Cauchy-Riemann equations u v u v = , = x y y x are satised at (x0 , y0 ). Proof We recall rst the denitions u(x + h, y ) u(x, y ) u u(x, y + k) u(x, y ) u (x, y ) = lim and (x, y ) = lim . h 0 k 0 x h y k Suppose that we let z approach z0 along a path parallel to the real axis; then f (z0 ) = f (x0 + h + iy0 ) f (x0 + iy0 ) h u(x0 + h, y0 ) + iv (x0 + h, y0 ) u(x0 , y0 ) iv (x0 , y0 ) = lim h 0 h v u (x0 , y0 ) + i (x0 , y0 ). = x x
h 0

lim

(2.1)

In a similar manner we can let z approach z0 along a path parallel to the imaginary axis; then z = z0 + ik and f (z0 ) = f (x0 + i(y0 + k)) f (x0 + iy0 ) k 0 ik u(x0 , y0 + k) + iv (x0 , y0 + k) u(x0 , y0 ) iv (x0 , y0 ) = lim k 0 ik u v = i (x0 , y0 ) + (x0 , y0 ). y y lim

(2.2)

Since f is dierentiable at z0 the Cauchy-Riemann equations u v = , x y u v = y x (2.3)

follow from (2.1) and (2.2) on equating real and imaginary parts of the expressions for f (z0 ). Examples 1. Show that f (z ) = z is nowhere analytic. 2. Verify the Cauchy-Riemann equations for the analytic function f (z ) = z 3 + 1. 3. Show that f (z ) = |z |2 is only dierentiable at z = 0 and nd the value of f (0). Theorem 2.17 asserts that, at points where a function is dierentiable, the CauchyRiemann equations are satised, The converse is not true unless further conditions are imposed on ux , uy , vx and vy . Suppose that, with z = x + iy , f (z ) = x3 y 3 x3 + y 3 + i , z = 0, and f (0) = 0. x2 + y 2 x2 + y 2 23 (2.4)

Then f (z ) is continuous at z = 0 since limz 0 f (z ) = 0 = f (0) (this is most easily veried by transforming to polar coordinates (r, ), with x = r cos , y = r sin and letting r 0). Further, u(x, 0) u(0, 0) x ux (0, 0) = lim = lim = lim 1 = 1. x 0 x 0 x x 0 x Similarly, uy (0, 0) = 1, vx (0, 0) = 1 and vy (0, 0) = 1. Thus the Cauchy-Riemann equations are satised at z = 0. However, f (z ) is not dierentiable at z = 0 since f (z ) f (0) z 0 z lim does not exist (again, transform to polar coordinates). It follows that for the function (2.4) the satisfaction of the Cauchy-Riemann equations at z = 0 does not ensure dierentiability there. The sucient conditions for dierentiability are contained in the next theorem. Theorem 2.18 Suppose that f (z ) = u(x, y )+iv (x, y ), where f is a complex function dened on an open set S , and at some point z0 = x0 + iy0 S the partial derivatives ux , uy , vx , vy all exist, are continuous and satisfy the Cauchy-Riemann equations ux = vy , uy = vx . Then, f is dierentiable at z0 . For the proof we need the following lemma, which is the Mean Value Theorem for functions u : D R2 R, where D is open: Lemma 2.19 If
u u x , y

exist at (x, y ) and

u x

is continuous there, then u (x, y ) + (h, k) y

u(x + h, y + k) u(x, y ) = h and , 0 as h, k 0. Proof. We have

u (x, y ) + (h, k) + k x

u(x + h, y + k) u(x, y ) = u(x + h, y + k) u(x, y + k) + u(x, y + k) u(x, y ). By the Mean Value Theorem for one real variable applied to (t) = u(x + t, y + k) there is , 0 < < 1, such that u(x + h, y + k) u(x, y + k) = h By continuity of
u x ,

u (x + h, y + k). x

u u (x + h, y + k) (x, y ) = (h, k) 0 as h, k 0. x x Hence, u(x + h, y + k) u(x, y + k) = h 24 u (x, y ) + (h, k) . x (2.5)

Moreover, u(x, y + k) u(x, y ) u (x, y ) as k 0. k y Therefore (h, k) = and u(x, y + k) u(x, y ) = k( Adding (2.5) and (2.6) proves the lemma. u(x, y + k) u(x, y ) u (x, y ) as k 0, k y u (x, y ) + (h, k)). y (2.6)

Proof of Theorem 2.18. By the lemma we can write (with z z0 = h + ik), that f (z ) f (z0 ) = u(x0 + h, y0 + k) + iv (x0 + h, y0 + k) u(x0 , y0 ) iv (x0 , y0 ) u u = h( (x0 , y0 ) + 1 (h, k)) + k( (x0 , y0 ) + 1 (h, k)) x y v v +ih( (x0 , y0 ) + 2 (h, k)) + ik( (x0 , y0 ) + 2 (h, k)) x y where 1 , 2 , 1 , 2 0 as h, k 0. From the Cauchy-Riemann equations we get f (z ) f (z0 ) = (h + ik)( u v (x0 , y0 ) + i (x0 , y0 )) + h1 + ik1 + ih2 + ik2 x x u v = (z z0 )( (x0 , y0 ) + i (x0 , y0 )) + , x x

where (h, k) = h1 + ik1 + ih2 + ik2 . Hence f (z ) f (z0 ) u v = (x0 , y0 ) + i (x0 , y0 ) + . z z0 x x z z0 Moreover z z0 Hence
z z0

|| |h||1 | + |k||1 | + |h||2 | + |k||2 | 2 +k h2 + k2 |1 | + |1 | + |2 | + |2 | 0 as h, k 0. h2

lim

f (z ) f (z0 ) u v u v = (x0 , y0 ) + i (x0 , y0 ) + lim = (x0 , y0 ) + i (x0 , y0 ) z z0 z z0 z z0 x x x x

exists and so f is dierentiable at z0 . The continuity of the various derivatives is the important ingredient in Theorem 2.18; thus the function (2.4) fails to be dierentiable at the origin because the partial derivatives, despite satisfying the Cauchy-Riemann equations there, are not continuous at the origin. On the other hand, consider f (z ) = |z |2 , with u(x, y ) = x2 + y 2 , v (x, y ) = 0. Here, ux = 2x, uy = 2y , vx = 0 and vy = 0. The Cauchy-Riemann equations are only satised at z = 0 and, moreover, the partial derivatives (being polynomials) are continuous at x = 0, y = 0. 25

Thus, by Theorem 2.18, f is dierentiable at the origin z = 0 and nowhere else by Theorem 2.17. The real and imaginary parts, u(x, y ) and v (x, y ) of an analytic function f (z ) are called conjugate functions. The importance of conjugate functions in applied mathematics stems from the following result: Theorem 2.20 Let f be analytic in an open set S , with f (z ) = u(x, y ) + iv (x, y ); then u and v are harmonic in S , that is both u and v satisfy Laplaces equation 2v 2v 2u 2u + = 0 and + = 0. x2 y 2 x2 y 2 Proof The rst result follows immediately on dierentiating the rst of the Cauchy-Riemann equations with respect to x, the second with respect to y and adding to eliminate v . The result for v follows in a similar way. Note that we require the second derivatives of u and v to exist on S . This automatic by Theorem 2.22 below. Examples 1. Use the Cauchy-Riemann equations to nd the complex analytic function f (z ), z = x + iy , whose real part is given by u(x, y ) = x3 3xy 2 . Verify that both the real and imaginary parts of f (z ) are harmonic functions and compute f as function of z . 2. If f is analytic in a domain D and f (z ) = 0 everywhere, show that f is constant in D . 3. Suppose that f (z ) is real-valued and dierentiable for all z . Use the Cauchy-Riemann equations to show that f (z ) is constant. 4. Suppose that |f (z )| = 1 and f is analytic for all z = x + iy with |z | < 1. Let u be the real part of f and v be its imaginary part. Show that for |z | < 1 2u v u + 2v = 0, x x 2u u v + 2v = 0. y y
u u v v x , y , x y

Use the Cauchy-Riemann equations and these equations to show that |z | < 1 and hence f = constant for |z | < 1.

0 for

There is an easy way to recognise a class of functions which cannot be analytic, namely Theorem 2.21 Suppose that f : S C is analytic at z ; then
f z (z )

= 0.

Proof Let f = u + iv , where u = u(x, y ), v = v (x, y ) with x = (z + z )/2 and y = (z z )/2i. Then, by the chain rule of partial dierentiation, f z = = u x u y + +i x z y z
1 2 (ux

v x v y + x z y z

= 0

i vy ) + 2 (uy + vx )

26

by the Cauchy-Riemann equations. Using Theorem 2.21 it is immediate that f (z ) = |z |2 = z z cannot be analytic in any open set S ; we have seen however that it is dierentiable at z = 0. We conclude this chapter with a note on higher-order derivatives. Suppose that f (z ) is analytic in an open set S with derivative f (z ). If f (z ) is analytic in S , then its derivative is denoted by f (z ) or d2 f /dz 2 . Similarly, the nth derivative of f (z ), if it exists, is written f n (z ) or dn f /dz n . The computation of higher-order derivatives follows by repeated application of the rules of dierentiation. A remarkable theorem, proved later, is Theorem 2.22 If f (z ) is analytic in S , then so also are f (z ), f (z ), . . . , that is, all higher derivatives exist and are analytic in S .

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